Scaling transition for nonlinear random fields with long-range dependence
DOI10.1016/j.spa.2016.12.011zbMath1373.60089arXiv1603.05222OpenAlexW2299125783MaRDI QIDQ2360249
Vytautė Pilipauskaitė, Donatas Surgailis
Publication date: 30 June 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.05222
Appell polynomialsfractional Brownian sheetmultiple Itô-Wiener integralanisotropic long-range dependencescaling transitionfractionally integrated random field
Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
Related Items (15)
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